PCA Index Dashboard Examples

This script was last run at 2024-03-16 23:46:55.333526+00:00 (UTC)
In US/Central Time, this is 2024-03-16 18:46:55.333526-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897482	-0.475791	0.085640	-0.007693	0.545679	0.254796
1997-01-03	-0.885774	-0.475791	-0.156142	0.007825	0.745238	0.205642
1997-01-06	-0.881871	-0.475791	-0.064722	-0.015452	0.778113	0.269580
1997-01-07	-0.881871	-0.454963	-0.129679	-0.046488	0.837733	0.383184
1997-01-08	-0.893579	-0.454963	-0.022621	-0.085282	0.785773	0.496397
...	...	...	...	...	...	...
2024-03-11	-0.819425	-1.496360	-0.626474	1.869964	0.924504	-0.175697
2024-03-12	-0.842842	-1.506774	-0.792474	1.815651	1.034530	0.037171
2024-03-13	-0.862356	-1.506774	-0.803300	1.761339	1.065001	0.154110
2024-03-14	-0.862356	-1.475532	-0.725112	1.761339	0.887946	0.499773
2024-03-15	-0.862356	-1.496360	-0.725112	1.761339	0.904526	0.499773

7188 rows × 6 columns

pc1

DATE
1997-01-02   -0.578781
1997-01-03   -0.684972
1997-01-06   -0.667861
1997-01-07   -0.704245
1997-01-08   -0.673897
                ...   
2024-03-11   -1.486100
2024-03-12   -1.589887
2024-03-13   -1.611899
2024-03-14   -1.594678
2024-03-15   -1.603950
Name: PC1, Length: 7188, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()